+2,112.4%
CLS vs RIOT
+787.4%
+1,325.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.4% |
| 7D | +2.8% | +18.9% | -16.2% | +0.7% |
| 30D | -30.1% | +11.0% | -41.1% | -31.0% |
| 3M | -21.7% | -9.7% | -12.1% | -21.1% |
| 6M | -36.2% | -27.9% | -8.4% | -34.3% |
| YTD | -17.8% | +44.3% | -62.1% | -21.7% |
| 1Y | -26.8% | +13.3% | -40.1% | -28.5% |
| 3Y | +853.4% | +76.4% | +776.9% | +761.1% |
| 5Y | +2,005.0% | -53.8% | +2,058.8% | +1,835.4% |
| 10Y | +1,929.4% | +670.6% | +1,258.8% | +1,316.9% |
| All | +2,112.4% | +787.4% | +1,325.0% | +1,436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling